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Contact Info

Skills

IT:

Languages:

Areas of Interest

Asset Managment

Financial Analysis

QRM

Bayesian Inference for financial models (time series, portfolio management, stochastic simulation, forecasting)

Finance from the data science perspective

Reproducibility and good software practices

Cloud computing

Main

J. Gibrán Peniche

Education

(ITAM) Instituto Tecnológico Autónomo de México

B.S., Actuarial Sciences

Mexico City, Mexico

2014 - 2020

Courses included: Bayesian Inference, QRM, Development and Valuation of insurance products and Numerical Methods.

(ITAM) Instituto Tecnológico Autónomo de México

B.S., Financial Direction

Mexico City, Mexico

2014 - 2020

Courses Included: Portfolio Management, Financial Analysis, Corporate Finance, Fixed Income and Derivative instruments.

Experience

Model Validation Consultant

Risk Management Direction

Scotiabank

09-2020 - Present

Ana Laura Minor Castillo, MS

Description:

  • Validate theoretical framework, assumptions and limitations of all models in the inventory (derivatives, credit risk, market risk, interest rate risk, operational risk, etc)
  • Corroborate model assumptions with user data and assess model documentation
  • Reproduce results independently and assess discrepancies between results
  • Propose and participate in model robustness enhancement with applicable ML/AI methodology and/or more adequate models

Assistant

Actuarial Sciences Department

ITAM

09-2019 - 06-2020

Alberto Contreras Cristán, PhD Manuel Mendoza Ramírez, PhD.

Description:

  • Bayesian inference for finite populations via semi paremetric models
  • Infinite Normal Mixtures with Dirichilet Process prior
  • Code Optimization translating from R to Julia and c++

Assistant

Accounting Department

ITAM

06-2018 - 06-2020

Araceli Elguea Espinosa, PhD

Description:

  • Workshops on sales estimation
  • Applied Linear Regression

President & Founder

Salsa con Colmillo Dancing School & Company

ITAM

06-2016 - 06-2019

Description:

  • Head of a 6-person team
  • Dance classes by levels (groups between 20 and 40 people)
  • Budget Administration, personnel training and event planning
  • Principal responsible of choreographic design

Extra Curricular Activities

CFA Lvl. 1

National 1st Place, Regional Finalist

N/A

11-2019 - 04-2020

Organizer: CFA Institute

Description: Issue an investment recommendation on a publicly traded firm based on fundamental analysis. Competition consisted on a written report and an oral presentation.

CFA Research Challenge

Succesfully completed CFA Program Exam level 1

N/A

02-2021

Organizer: CFA Institute

Description: The CFA Program is a three-part exam that tests the fundamentals of investment tools, valuing assets, portfolio management, and wealth planning. The CFA Program is typically completed by those with backgrounds in finance, accounting, economics, or business.

Cuestion de Datos, Podcast

Co-Creator & Co-Host

N/A

04-2020 - Present

Description: Divulge podcast on themes concerning Data Science, Statistics & Machine Learning

Realized vs. Average Returns on statistical significance of CAPM

Research

N/A

12-2018

Organizer: Atanu Paul

Description: Test statiscal significance of realized versus average returns in portfolios of Mexican publicly traded stocks.

Bayesian inference over Mexican TIIE

Research

N/A

06-2018

Organizer: Felix H. A. Matthys

Description: Fitting a Student´s T distribution over changes in levels of Mexican TIIE at different maturities. Degrees of freedom of normalized data were to be found in order to calculate Value at Risk of a bond portfolio.

Ruedafest, Latin-American Casino Championships

Latin-American 2nd Place

N/A

02-2018

Organizer: RuedaFest

Description: 2nd place of Rueda Novel Category with a 20-element coreography.